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We prove existence of invariant measures for the Markovian semigroup generated by the solution to a parabolic semilinear stochastic PDE whose nonlinear drift term satisfies only a kind of symmetry condition on its behavior at infinity, but…

偏微分方程分析 · 数学 2020-04-21 Carlo Marinelli , Luca Scarpa

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

概率论 · 数学 2016-03-15 Lucian Beznea , Iulian Cîmpean , Michael Röckner

We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt…

概率论 · 数学 2022-01-21 Haesung Lee , Gerald Trutnau

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

概率论 · 数学 2026-01-21 Jean-Gabriel Attali

It is shown that for a non-singular conservative shift on a topologically mixing Markov subshift with Doeblin Condition the only possible absolutely continuous shift-invariant measure is a Markov measure. Moreover, if it is not equivalent…

动力系统 · 数学 2022-12-07 Nachi Avraham-Re'em

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and it is revealed that the numerical invariant measure…

概率论 · 数学 2022-11-04 Xiaoyue Li , Qianlin Ma , Hongfu Yang , Chenggui Yuan

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

概率论 · 数学 2018-01-26 Feng-Yu Wang

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

偏微分方程分析 · 数学 2017-12-05 Davide Addona , Luciana Angiuli , Luca Lorenzi

We establish the continuity of the Markovian semigroup associated with strong solutions of the stochastic 3D Primitive Equations, and prove the existence of an invariant measure. The proof is based on new moment bounds for strong solutions.…

偏微分方程分析 · 数学 2015-06-17 Nathan Glatt-Holtz , Igor Kukavica , Vlad Vicol , Mohammed Ziane

In this paper, a new decay estimate for a class of stochastic evolution equations with weakly dissipative drifts is established, which directly implies the uniqueness of invariant measures for the corresponding transition semigroups.…

概率论 · 数学 2021-05-25 Wei Liu , Jonas M. Tölle

Under an hypothesis of non-degeneracy of the flux, we study the long-time behaviour of periodic scalar first-order conservation laws with stochastic forcing in any space dimension. For sub-cubic fluxes, we show the existence of an invariant…

偏微分方程分析 · 数学 2013-10-15 Arnaud Debussche , Julien Vovelle

We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…

概率论 · 数学 2007-05-23 Luigi Manca

In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…

概率论 · 数学 2014-02-11 Kai Liu

Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

动力系统 · 数学 2014-11-18 Ivan Werner

Many conservative partial differential equations such as the Korteweg-de Vries (KdV) equation, and the nonlinear Schr\"{o}dinger equations, the Klein-Gordon equation have more than one invariant functionals. In this paper, we propose the…

数值分析 · 数学 2025-08-19 Wei Shi , Bin Wang , Kai Liu

We formulate a criterion for the existence of an invariant measure for a Feller semigroup defined on a metric space with the e-property for bounded continuous functions and use it to prove the asymptotic stability of a semigroup satisfying…

概率论 · 数学 2018-09-25 Stanisław Wȩdrychowicz , Andrzej Wiśnicki

For the 1-dimensional Kuramoto-Sivashinsky equation with random forcing term, existence and uniqueness of solutions is proved. Then, the Markovian semigroup is well defined; its properties are analyzed, in order to provide sufficient…

概率论 · 数学 2009-09-29 B. Ferrario

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

偏微分方程分析 · 数学 2009-03-12 Abdelhadi Es--Sarhir , Onno van Gaans , Michael Scheutzow

We consider a class of large-scale interacting systems with one conservation law satisfying the ``degree-preserving property'', and study the classification of their invariant measures and their hydrodynamic limits. Under a few basic…

Firstly we consider a finite dimensional Markov semigroup generated by Dunkl laplacian with drift terms. Using gradient bounds we show that for small coefficients this semigroup has an invariant measure. We then extend this analysis to an…

数学物理 · 物理学 2019-11-11 Andrei Velicu
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